CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1728 |
1.1640 |
-0.0088 |
-0.7% |
1.1683 |
| High |
1.1734 |
1.1644 |
-0.0090 |
-0.8% |
1.1744 |
| Low |
1.1640 |
1.1499 |
-0.0141 |
-1.2% |
1.1499 |
| Close |
1.1656 |
1.1512 |
-0.0145 |
-1.2% |
1.1512 |
| Range |
0.0094 |
0.0145 |
0.0051 |
54.3% |
0.0245 |
| ATR |
0.0068 |
0.0074 |
0.0006 |
9.3% |
0.0000 |
| Volume |
1,295 |
1,661 |
366 |
28.3% |
4,425 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1987 |
1.1894 |
1.1591 |
|
| R3 |
1.1842 |
1.1749 |
1.1551 |
|
| R2 |
1.1697 |
1.1697 |
1.1538 |
|
| R1 |
1.1604 |
1.1604 |
1.1525 |
1.1578 |
| PP |
1.1552 |
1.1552 |
1.1552 |
1.1538 |
| S1 |
1.1459 |
1.1459 |
1.1498 |
1.1433 |
| S2 |
1.1407 |
1.1407 |
1.1485 |
|
| S3 |
1.1262 |
1.1314 |
1.1472 |
|
| S4 |
1.1117 |
1.1169 |
1.1432 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2159 |
1.1646 |
|
| R3 |
1.2074 |
1.1915 |
1.1579 |
|
| R2 |
1.1829 |
1.1829 |
1.1556 |
|
| R1 |
1.1670 |
1.1670 |
1.1534 |
1.1628 |
| PP |
1.1585 |
1.1585 |
1.1585 |
1.1563 |
| S1 |
1.1426 |
1.1426 |
1.1489 |
1.1383 |
| S2 |
1.1340 |
1.1340 |
1.1467 |
|
| S3 |
1.1096 |
1.1181 |
1.1444 |
|
| S4 |
1.0851 |
1.0937 |
1.1377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1744 |
1.1499 |
0.0245 |
2.1% |
0.0074 |
0.6% |
5% |
False |
True |
885 |
| 10 |
1.1871 |
1.1499 |
0.0372 |
3.2% |
0.0066 |
0.6% |
3% |
False |
True |
703 |
| 20 |
1.1881 |
1.1499 |
0.0382 |
3.3% |
0.0069 |
0.6% |
3% |
False |
True |
522 |
| 40 |
1.1936 |
1.1499 |
0.0437 |
3.8% |
0.0074 |
0.6% |
3% |
False |
True |
549 |
| 60 |
1.2033 |
1.1499 |
0.0534 |
4.6% |
0.0077 |
0.7% |
2% |
False |
True |
506 |
| 80 |
1.2637 |
1.1499 |
0.1138 |
9.9% |
0.0075 |
0.7% |
1% |
False |
True |
417 |
| 100 |
1.2735 |
1.1499 |
0.1236 |
10.7% |
0.0072 |
0.6% |
1% |
False |
True |
350 |
| 120 |
1.2735 |
1.1499 |
0.1236 |
10.7% |
0.0072 |
0.6% |
1% |
False |
True |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2260 |
|
2.618 |
1.2024 |
|
1.618 |
1.1879 |
|
1.000 |
1.1789 |
|
0.618 |
1.1734 |
|
HIGH |
1.1644 |
|
0.618 |
1.1589 |
|
0.500 |
1.1572 |
|
0.382 |
1.1554 |
|
LOW |
1.1499 |
|
0.618 |
1.1409 |
|
1.000 |
1.1354 |
|
1.618 |
1.1264 |
|
2.618 |
1.1119 |
|
4.250 |
1.0883 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1572 |
1.1621 |
| PP |
1.1552 |
1.1585 |
| S1 |
1.1532 |
1.1548 |
|